Logrank.stat: The weighted log-rank statistics for testing quasi-independence (without ties in data)
Description
The three log-rank statistics (L_0, L_1, and L_log) corresponding to 3 different weights.
Usage
Logrank.stat(x.trunc, z.trunc, d)
Arguments
x.trunc
vector of variables satisfying x.trunc<=z.trunc
z.trunc
vector of variables satisfying x.trunc<=z.trunc
d
censoring indicator(0=censoring,1=failure) for z.trunc
Value
L0
Logrank statistics (most powerfull to detect the Clayton copula type dependence)
L1
Logrank statistics (most powerfull to detect the Frank copula type dependence)
Llog
Logrank statistics (most powerfull to detect the Gumbel copula type dependence)
Details
If there is no tie in the data, the function "Logrank.stat.tie" and "Logrank.stat" give identical results.
However, "Logrank.stat" is computationally more efficient. The simulations of Emura & Wang (2010) are
based on "Logrank.stat" since simulated data are generated from continuous distributions. The real data analyses
of Emura & Wang (2010) are based on "Logrank.stat.tie" since there are many ties in the data.
References
Emura T, Wang W (2010) Testing quasi-independence for truncation data. Journal of Multivariate Analysis 101, 223-239